OpenGl Hardware questions

I downloaded this stuff to work with OpenGL. I want to begin developing 3d games. Is there any other software you recommend downloading ( I already have 3D modeling/animation software, sound editing software, and texture creator).
Also can someone explain the difference between a Windows toolkit (Allegro 5) and OpenGL Loading Library (OpenScene Graph). How do i use them together?

Finally i want to create high quality games like Skyrim ( ambitious, but so am I). Are Allegro and OpenSceneGraph adequate for this. What would i have to do too to achieve this?